[R] High breakdown/efficiency statistics -- was RE: Rosner's test [Broadcast]

Martin Maechler maechler at stat.math.ethz.ch
Fri Jun 23 07:52:11 CEST 2006


>>>>> "AndyL" == Liaw, Andy <andy_liaw at merck.com>
>>>>>     on Thu, 22 Jun 2006 14:21:17 -0400 writes:

    AndyL> What would be nice is to have something like a
    AndyL> "robust" task view...  Andy

Indeed.  I have volunteered to do this a while ago.
First wanted to get "robustbase" to a "reasonable" state.

A 'robust' CRAN task view is planned to be done by the end of
the summer, hopefully even earlier.

Martin

    AndyL> From: Berton Gunter
    >>  Many thanks for this Martin. There now are several
    >> packages with what appear to be overlapping functions (or
    >> at least algorithms). Besides those you mentioned,
    >> "robust" and "roblm" are at least two others. Any
    >> recommendations about how or whether to choose among
    >> these for us enthusiastic but non-expert users?
    >> 
    >> 
    >> Cheers, Bert
    >> 
    >> 
    >> > -----Original Message----- > From: Martin Maechler
    >> [mailto:maechler at stat.math.ethz.ch] > Sent: Thursday,
    >> June 22, 2006 2:04 AM > To: Berton Gunter > Cc: 'Robert
    >> Powell'; r-help at stat.math.ethz.ch > Subject: Re: [R]
    >> Rosner's test
    >> > 
    >> > >>>>> "BertG" == Berton Gunter <gunter.berton at gene.com>
    >> > >>>>> on Tue, 13 Jun 2006 14:34:48 -0700 writes:
    >> > 
    >> > BertG> RSiteSearch('Rosner') ?RSiteSearch or search
    >> directly > BertG> from CRAN.
    >> > 
    >> > BertG> Incidentally, I'll repeat what I've said >
    >> BertG> before. Don't do outlier tests.  They're > BertG>
    >> dangerous. Use robust methods instead.
    >> > 
    >> > Yes, yes, yes!!!
    >> > 
    >> > Note that rlm() or cov.rob() from recommended package
    >> MASS will most > probably be sufficient for your needs.
    >> > 
    >> > For slightly newer methodology, look at package
    >> 'robustbase', or also > 'rrcov'.
    >> > 
    >> > Martin Maechler, ETH Zurich
    >> > 
    >> > BertG> -- Bert Gunter Genentech Non-Clinical Statistics
    >> > BertG> South San Francisco, CA
    >> >  
    >> > BertG> "The business of the statistician is to catalyze
    >> the > BertG> scientific learning process."  - George
    >> E. P. Box
    >> >  
    >> >  
    >> >
    >> 
    >> ______________________________________________
    >> R-help at stat.math.ethz.ch mailing list
    >> https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do
    >> read the posting guide!
    >> http://www.R-project.org/posting-guide.html
    >> 
    >> 


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